clear

%% Loading the data
ATSM              = load('ATSMalpha_FB1961_SE1e-09_h0RegimeOn0_hxRegimeOn0_numBootStep2_0.mat');
ATSM_hx           = load('ATSMalpha_FB1961_SE1e-09_h0RegimeOn0_hxRegimeOn1_numBootStep2_0.mat');
ATSM_hxh0         = load('ATSMalpha_FB1961_SE1e-09_h0RegimeOn1_hxRegimeOn1_numBootStep2_0.mat');

ATSM_hxh0_biasAdj = load('ATSMalpha_FB1961_SE1e-09_h0RegimeOn1_hxRegimeOn1_numBootStep2_5000.mat');

ZLB               = load('ZLBalpha_FB1961_SE1e-09_h0RegimeOn0_hxRegimeOn0_numBootStep2_0.mat');
ZLB_hxh0_biasAdj  = load('ZLBalpha_FB1961_SE1e-09_h0RegimeOn1_hxRegimeOn1_numBootStep2_5000.mat');

%% Plotting: ATSM
plotCSregressions(ATSM.momentsModel,ATSM.momentsData)
plotForecastRegressions(ATSM.momentsModel,ATSM.momentsData)

plotCSregressions(ATSM_hx.momentsModel,ATSM_hx.momentsData)
plotForecastRegressions(ATSM_hx.momentsModel,ATSM_hx.momentsData)

plotCSregressions(ATSM_hxh0.momentsModel,ATSM_hxh0.momentsData)
plotForecastRegressions(ATSM_hxh0.momentsModel,ATSM_hxh0.momentsData)

plotYieldCurveDecom_compare(ATSM.yieldTP,'ATSM',ATSM_hxh0.yieldTP,'ATSM-RS',ATSM.setupStep3)

%% Plotting: ATSM with bias-adjustment
plotCSregressions(ATSM_hxh0_biasAdj.momentsModel,ATSM_hxh0_biasAdj.momentsData)
plotForecastRegressions(ATSM_hxh0_biasAdj.momentsModel,ATSM_hxh0_biasAdj.momentsData)

plotYieldCurveDecom_compare(ATSM_biasAdj.yieldTP,'ATSM biasAdj',ATSM_hxh0_biasAdj.yieldTP,'ATSM biasAdj-RS',ATSM.setupStep3)

%% Plotting: ZLB
plotCSregressions(ZLB_hxh0.momentsModel,ZLB_hxh0.momentsData)
plotForecastRegressions(ZLB_hxh0.momentsModel,ZLB_hxh0.momentsData)

plotYieldCurveDecom_compare(ZLB.yieldTP,'SRM',ZLB_hxh0.yieldTP,'SRM-RS',ATSM.setupStep3)